Complex Key Signitures

I am currently putting together a version of "Have Yourself a Merry Little Christmas" for a group of saxophones. The only issue, however, is that it's in the key of Concert E Major, which means the Altos/Baritones will read in C# Major and I would rather them read it in Db Major; no difference between the two, just Db is less to worry about in terms of accidentals. There are two ways I thought to fix this:
- Change the Concert Key to Fb Major, thus changing it to Db Major by default. However, when I made the new key (shift + k), it would not transpose automatically.
- I tried changing only the alto/baritone parts to Db Major, but that wouldn't work without changing the whole key entirely.

I've included the first 7 measures of the piece below. Am I doing something wrong? Can someone help with this issue?
-AE